ECBOT 5 Year T-Note Future March 2016
Trading Metrics calculated at close of trading on 12-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
119-305 |
120-038 |
0-053 |
0.1% |
120-073 |
High |
120-013 |
120-040 |
0-027 |
0.1% |
120-145 |
Low |
119-282 |
120-038 |
0-075 |
0.2% |
119-282 |
Close |
119-310 |
120-038 |
0-047 |
0.1% |
119-310 |
Range |
0-050 |
0-002 |
-0-048 |
-95.0% |
0-182 |
ATR |
0-078 |
0-076 |
-0-002 |
-2.6% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-046 |
120-044 |
120-039 |
|
R3 |
120-043 |
120-042 |
120-038 |
|
R2 |
120-041 |
120-041 |
120-038 |
|
R1 |
120-039 |
120-039 |
120-038 |
120-039 |
PP |
120-038 |
120-038 |
120-038 |
120-038 |
S1 |
120-037 |
120-037 |
120-037 |
120-036 |
S2 |
120-036 |
120-036 |
120-037 |
|
S3 |
120-033 |
120-034 |
120-037 |
|
S4 |
120-031 |
120-032 |
120-036 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-260 |
121-147 |
120-090 |
|
R3 |
121-077 |
120-285 |
120-040 |
|
R2 |
120-215 |
120-215 |
120-023 |
|
R1 |
120-103 |
120-103 |
120-007 |
120-068 |
PP |
120-033 |
120-033 |
120-033 |
120-015 |
S1 |
119-240 |
119-240 |
119-293 |
119-205 |
S2 |
119-170 |
119-170 |
119-277 |
|
S3 |
118-308 |
119-058 |
119-260 |
|
S4 |
118-125 |
118-195 |
119-210 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
120-110 |
119-282 |
0-148 |
0.4% |
0-046 |
0.1% |
51% |
False |
False |
10 |
10 |
120-245 |
119-282 |
0-282 |
0.7% |
0-046 |
0.1% |
27% |
False |
False |
5 |
20 |
120-245 |
118-158 |
2-087 |
1.9% |
0-027 |
0.1% |
71% |
False |
False |
2 |
40 |
120-245 |
118-155 |
2-090 |
1.9% |
0-014 |
0.0% |
72% |
False |
False |
1 |
60 |
120-245 |
118-018 |
2-227 |
2.3% |
0-009 |
0.0% |
76% |
False |
False |
|
80 |
120-245 |
118-007 |
2-238 |
2.3% |
0-007 |
0.0% |
76% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-051 |
2.618 |
120-047 |
1.618 |
120-044 |
1.000 |
120-042 |
0.618 |
120-042 |
HIGH |
120-040 |
0.618 |
120-039 |
0.500 |
120-039 |
0.382 |
120-038 |
LOW |
120-038 |
0.618 |
120-036 |
1.000 |
120-035 |
1.618 |
120-033 |
2.618 |
120-031 |
4.250 |
120-027 |
|
|
Fisher Pivots for day following 12-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
120-039 |
120-033 |
PP |
120-038 |
120-027 |
S1 |
120-038 |
120-022 |
|